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Re: st: PCA analysis


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: PCA analysis
Date   Fri, 11 Oct 2013 08:57:34 +0200

Whether PCA is a good idea for your problem or not is a very
complicated question, which will require a book length answer. This is
an investment that most people on the list are not willing give. After
all, that is what libraries are for.

My take on PCA is that it is a very mechanical un-theoretical
technique and you should take that into account when talking about
"performance" or "fit".

-- Maarten


On Thu, Oct 10, 2013 at 9:54 PM, Ozgur Ozdemir <ozdemirozgur@hotmail.com> wrote:
> Hi,
>
> Is there any way of understanding the performance of Principal component analysis ? How I can show that using PCA is a good idea or not ?
>
>
> Kind regards, Ozgur
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-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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